V-Lab: Fresnillo PLC Asy. MEM Volatility Analysis

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V-Lab

Fresnillo PLC Asy. MEM Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:42.09% (+3.49%)

Analysis last updated: Saturday, May 18, 2024 at 09:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1722	18.59
$α$	0.1126	22.95
$β$	0.8592	258.88
$γ$	0.0142	1.74

Estimation Period:
May 8, 2008 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts